Exercise 116Calculus › Single-variable calculus › Differentiation › Optimisation and curve sketchingL1Added 4 Nov 2026
Least squares for a line through the origin
#least squares#regression#statistics#quadratic
Statement
We have the data points , , and want a line through the origin fitting them best in the least squares sense, i.e. minimising .
- Find .
- Find the general formula for points.
Hint
is a quadratic polynomial in .
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Solution
1. . Then gives
The minimal value is .
2. For points, and
(provided not all are ). For the data above, and .
Remark. Convexity () guarantees that the critical point is the global minimum. With a free intercept () one has two parameters and gets the usual regression line, but the idea is the same.